CME Canadian Dollar Future March 2024

Trading Metrics calculated at close of trading on 15-Feb-2024

Day Change Summary
	Previous	Current
	14-Feb-2024	15-Feb-2024	Change	Change %	Previous Week
Open	0.7376	0.7388	0.0012	0.2%	0.7430
High	0.7394	0.7431	0.0038	0.5%	0.7459
Low	0.7371	0.7383	0.0012	0.2%	0.7387
Close	0.7386	0.7427	0.0041	0.6%	0.7432
Range	0.0023	0.0049	0.0026	115.6%	0.0072
ATR	0.0040	0.0041	0.0001	1.4%	0.0000
Volume	71,004	82,753	11,749	16.5%	312,434

Daily Pivots for day following 15-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7559	0.7541	0.7453
R3	0.7510	0.7493	0.7440
R2	0.7462	0.7462	0.7435
R1	0.7444	0.7444	0.7431	0.7453
PP	0.7413	0.7413	0.7413	0.7418
S1	0.7396	0.7396	0.7422	0.7405
S2	0.7365	0.7365	0.7418
S3	0.7316	0.7347	0.7413
S4	0.7268	0.7299	0.7400

Weekly Pivots for week ending 09-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7642	0.7609	0.7471
R3	0.7570	0.7537	0.7451
R2	0.7498	0.7498	0.7445
R1	0.7465	0.7465	0.7438	0.7481
PP	0.7426	0.7426	0.7426	0.7434
S1	0.7393	0.7393	0.7425	0.7409
S2	0.7354	0.7354	0.7418
S3	0.7282	0.7321	0.7412
S4	0.7210	0.7249	0.7392

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7459	0.7363	0.0096	1.3%	0.0044	0.6%	66%	False	False	72,280
10	0.7486	0.7363	0.0123	1.7%	0.0041	0.5%	52%	False	False	70,801
20	0.7491	0.7363	0.0128	1.7%	0.0040	0.5%	50%	False	False	71,897
40	0.7599	0.7363	0.0236	3.2%	0.0040	0.5%	27%	False	False	74,338
60	0.7599	0.7279	0.0321	4.3%	0.0039	0.5%	46%	False	False	57,517
80	0.7599	0.7212	0.0388	5.2%	0.0039	0.5%	55%	False	False	43,229
100	0.7599	0.7212	0.0388	5.2%	0.0039	0.5%	55%	False	False	34,637
120	0.7599	0.7212	0.0388	5.2%	0.0036	0.5%	55%	False	False	28,888

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7637
2.618	0.7558
1.618	0.7509
1.000	0.7480
0.618	0.7461
HIGH	0.7431
0.618	0.7412
0.500	0.7407
0.382	0.7401
LOW	0.7383
0.618	0.7353
1.000	0.7334
1.618	0.7304
2.618	0.7256
4.250	0.7176

Fisher Pivots for day following 15-Feb-2024
Pivot	1 day	3 day
R1	0.7420	0.7420
PP	0.7413	0.7413
S1	0.7407	0.7406

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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